AXTI Options History — November 2018

In November 2018, AXTI traded between $5.16 and $6.02. ATM implied volatility averaged 63.3%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 23.5% (HV 20d: 86.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2018-11-27: Highest Volume — 1,212 contracts
  • 2018-11-12: Largest IV spike — 56.6% change
  • 2018-11-12: Highest IV Rank — 85.1%
  • 2018-11-02: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.58$5.16$6.02$5.48$5.54
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV63.3%42.8%89.1%75.6%42.8%
Expected Move18.0%12.3%22.1%21.7%12.3%
HV 20d86.8%61.9%93.5%81.6%61.9%
HV 60d58.1%53.3%61.8%53.3%61.3%
IV Rank48.8%20.0%85.1%66.1%20.0%
IV Percentile61.2%9.1%98.0%88.5%9.1%
Term Structure1.2%-8.1%17.7%-7.4%11.8%
VWIV61.6%41.8%94.8%94.8%41.9%
Skew 25d10.4%-26.1%38.2%-22.1%8.5%
Skew 10d24.3%-26.5%72.4%-1.0%27.8%
Call IV 25d54.5%40.4%99.7%99.7%56.2%
Put IV 25d64.8%45.0%87.1%77.6%64.7%
Bid-Ask Spread %28.9310.8782.1519.3343.99
Gamma HHI0.520.450.600.450.59
Net GEX21.0K14.1K34.0K25.5K20.3K
Net DEX-103.4K-698.4K309.0K99.4K91.9K
Net VEX-7.2K-10.1K-5.2K-7.6K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.120.480.140.25
Total Volume533.9052711,212921432
Total OI14,932.23810,49718,15617,82411,563

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$5.48$5.0075.6%21.7%81.6%66.1%94.8%-22.1%-7.4%25.5K99.4K-7.6K0.1419.33N/AN/A81111014,6393,185
2018-11-02$6.02$5.0077.0%22.1%89.2%68.0%65.9%38.2%7.4%34.0K-698.4K-10.1K0.1610.87N/AN/A71011115,0473,069
2018-11-05$5.79$5.0054.6%17.4%89.8%36.6%68.9%-7.8%3.4%23.7K-333.8K-8.1K0.3030.58N/AN/A43513214,8073,077
2018-11-06$5.86$5.0052.2%18.4%89.8%33.1%41.8%-7.7%-1.7%23.6K-414.5K-8.8K0.2023.34N/AN/A4629414,9503,124
2018-11-07$5.82$5.0052.6%17.1%87.8%33.7%59.3%-8.3%5.8%23.4K-423.4K-8.9K0.1819.80N/AN/A5119415,0083,133
2018-11-08$5.89$5.0068.1%17.8%87.9%55.5%55.0%22.5%-2.4%25.6K-406.6K-8.9K0.2120.18N/AN/A47510015,0143,132
2018-11-09$5.70$5.0056.9%16.4%87.5%39.8%52.4%-26.1%4.1%23.3K-233.7K-8.1K0.4620.38N/AN/A33215415,0243,132
2018-11-12$5.49$5.0089.1%15.9%88.0%85.1%49.3%11.7%7.5%26.3K-145.5K-7.6K0.3530.60N/AN/A32611515,0622,994
2018-11-13$5.46$5.0060.3%18.7%86.5%44.6%64.0%24.4%-2.4%22.8K-158.1K-6.9K0.2918.74N/AN/A40111815,0532,994
2018-11-14$5.58$5.0067.7%19.4%87.2%55.0%51.4%22.2%-6.2%19.3K-262.3K-7.3K0.2123.41N/AN/A50210715,0512,885
2018-11-15$5.73$5.0059.0%16.9%87.8%42.7%70.7%-0.1%7.4%19.2K-290.2K-7.2K0.1718.31N/AN/A61710714,7172,885
2018-11-16$5.55$5.0062.8%18.0%88.1%48.1%61.3%21.7%-2.1%16.9K-129.3K-6.4K0.3964.11N/AN/A27010514,6412,885
2018-11-19$5.30$5.0065.8%18.9%88.7%52.4%65.0%22.3%-1.7%15.2K170.1K-5.9K0.4118.38N/AN/A213878,1612,336
2018-11-20$5.24$5.0067.8%19.4%88.7%55.1%67.6%21.5%-4.9%14.4K295.1K-5.3K0.3622.84N/AN/A242888,2052,397
2018-11-21$5.27$5.0063.2%18.1%86.6%48.7%63.0%20.1%-0.4%14.6K275.8K-5.7K0.4017.37N/AN/A222888,1682,399
2018-11-23$5.24$5.0061.9%17.8%84.7%46.9%62.1%35.9%-0.4%14.9K231.8K-5.8K0.4882.15N/AN/A183888,2052,399
2018-11-26$5.16$5.0064.2%18.4%84.7%50.1%64.3%0.5%1.2%14.1K309.0K-5.2K0.4715.11N/AN/A189888,2112,399
2018-11-27$5.72$5.0069.7%20.0%93.5%57.8%69.4%2.6%-8.1%19.4K-13.5K-6.7K0.1213.94N/AN/A1,0851278,2482,398
2018-11-28$5.67$5.0065.0%18.6%91.9%51.2%64.5%18.0%-4.3%22.8K-103.1K-7.2K0.3623.43N/AN/A3621308,9992,438
2018-11-29$5.61$5.0053.0%15.2%90.3%34.3%60.5%19.6%17.7%21.9K-32.7K-6.7K0.3170.64N/AN/A298919,0792,464
2018-11-30$5.54$5.0042.8%12.3%61.9%20.0%41.9%8.5%11.8%20.3K91.9K-6.1K0.2543.99N/AN/A345879,0782,485